| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| volume_breakout | 0.237 | 0.38 | 18 | virtual |
| trend_follow | 0.214 | 0.26 | 107 | virtual |
| macd | 0.137 | 0.26 | 83 | virtual |
| bollinger | -0.463 | 0.00 | 21 | virtual |
| vwap | -1.718 | 0.00 | 13 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| SHORT | 100.0500 | 101.9247 | -1.87% | -50.95 | sl_hit | 09-12 09:24 |
| LONG | 103.8700 | 105.6900 | 1.75% | 69.99 | tp_trail | 09-06 04:24 |
| SHORT | 99.1800 | 101.4396 | -2.28% | -51.25 | sl_hit | 09-05 06:29 |
| SHORT | 100.9300 | 103.8843 | -2.93% | -50.89 | sl_hit | 08-31 11:24 |
| LONG | 103.4400 | 100.9682 | -2.39% | -51.50 | sl_hit | 08-30 23:54 |
| LONG | 106.9500 | 105.6253 | -1.24% | -53.77 | sl_hit | 08-30 17:29 |
| LONG | 105.8800 | 105.0300 | -0.80% | -13.45 | time_stop | 08-30 03:19 |
| LONG | 109.8000 | 105.9689 | -3.49% | -52.25 | sl_hit | 08-28 03:14 |
| LONG | 104.9200 | 109.8000 | 4.65% | 67.70 | tp_hit | 08-27 22:09 |
| LONG | 100.2900 | 104.9200 | 4.62% | 76.09 | tp_hit | 08-27 09:19 |
| LONG | 101.7800 | 97.7289 | -3.98% | -51.25 | sl_hit | 08-25 13:29 |
| LONG | 102.0900 | 99.1500 | -2.88% | -34.91 | circuit_breaker | 08-22 05:04 |
| LONG | 93.8200 | 99.8900 | 6.47% | 88.00 | tp_hit | 08-22 04:39 |
| LONG | 82.0300 | 86.4500 | 5.39% | 104.10 | tp_hit | 08-19 21:14 |
| LONG | 78.6600 | 81.1000 | 3.10% | 99.93 | tp_hit | 08-19 15:09 |
| SHORT | 75.1300 | 75.5558 | -0.57% | -46.76 | sl_hit | 08-17 04:19 |
| SHORT | 76.2000 | 76.1600 | 0.05% | -2.63 | time_stop | 08-12 14:04 |
| LONG | 77.2600 | 76.5089 | -0.97% | -45.72 | sl_hit | 08-09 23:34 |
| LONG | 74.2300 | 73.3829 | -1.14% | -45.34 | sl_hit | 08-07 17:19 |
| SHORT | 71.8100 | 72.4433 | -0.88% | -46.98 | sl_hit | 08-02 01:19 |
| SHORT | 73.2200 | 74.3468 | -1.54% | -45.40 | sl_hit | 07-28 15:29 |
| LONG | 77.3400 | 76.3264 | -1.31% | -44.30 | sl_hit | 07-27 14:29 |
| LONG | 75.7700 | 77.3400 | 2.07% | 82.64 | tp_hit | 07-27 13:49 |
| SHORT | 74.7900 | 74.7500 | 0.05% | -3.02 | time_stop | 07-26 13:14 |
| SHORT | 76.8000 | 75.1500 | 2.15% | 63.89 | tp_hit | 07-24 11:39 |
| LONG | 78.7100 | 77.5015 | -1.54% | -46.41 | sl_hit | 07-22 18:44 |
| SHORT | 77.2200 | 78.1912 | -1.26% | -47.66 | sl_hit | 07-22 15:19 |
| LONG | 76.8700 | 75.6867 | -1.54% | -50.27 | sl_hit | 07-20 06:44 |
| SHORT | 74.5900 | 75.8032 | -1.63% | -53.35 | sl_hit | 07-19 02:09 |
| SHORT | 75.1400 | 74.5900 | 0.73% | 20.55 | tp_trail | 07-17 14:14 |
| LONG | 77.6400 | 76.3035 | -1.72% | -56.84 | sl_hit | 07-16 07:49 |
| SHORT | 75.3300 | 76.6800 | -1.79% | -56.13 | sl_hit | 07-14 13:04 |
| SHORT | 76.9400 | 76.2800 | 0.86% | 25.17 | tp_trail | 07-13 05:14 |
| SHORT | 75.8000 | 76.9205 | -1.48% | -56.63 | sl_hit | 07-12 03:34 |
| SHORT | 78.9900 | 76.3800 | 3.30% | 76.50 | tp_hit | 07-08 15:29 |
| LONG | 82.8100 | 80.9080 | -2.30% | -59.98 | sl_hit | 07-07 04:19 |
| SHORT | 79.3900 | 80.8243 | -1.81% | -61.18 | sl_hit | 07-06 15:49 |
| SHORT | 80.2100 | 81.3799 | -1.46% | -64.38 | sl_hit | 07-05 15:04 |
| LONG | 82.4800 | 81.0429 | -1.74% | -63.79 | sl_hit | 07-05 01:24 |
| LONG | 81.5900 | 82.5400 | 1.16% | 23.99 | corr_derisk | 07-03 20:14 |
| LONG | 79.4400 | 82.0000 | 3.22% | 81.79 | tp_hit | 07-02 11:04 |
| SHORT | 67.2300 | 65.9500 | 1.90% | 30.06 | circuit_breaker | 06-25 14:19 |
| SHORT | 67.6600 | 67.2300 | 0.64% | 13.85 | tp_trail | 06-24 20:14 |
| SHORT | 71.0400 | 68.5200 | 3.55% | 103.49 | tp_hit | 06-23 08:24 |
| LONG | 74.4800 | 73.2828 | -1.61% | -55.96 | sl_hit | 06-21 21:14 |
| LONG | 71.9700 | 72.9500 | 1.36% | 31.67 | tp_trail | 06-21 01:29 |
| LONG | 75.3000 | 73.9271 | -1.82% | -55.93 | sl_hit | 06-16 14:19 |
| LONG | 71.8100 | 74.0700 | 3.15% | 87.77 | tp_hit | 06-15 13:39 |
| LONG | 69.7100 | 71.8300 | 3.04% | 92.58 | tp_hit | 06-15 10:59 |
| LONG | 68.2600 | 67.4686 | -1.16% | -55.99 | sl_hit | 06-14 14:39 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 09-07 05:00 | L2 | weights | "{\"macd\": 0.25, \"vwap\": 0.0, \"bollinger\": 0.001, \"trend_follow\": 0.233, \"mean_reversion\": 0.133, \"volume_breakout\": 0.383}" | "{\"macd\": 0.259, \"volume_breakout\": 0.38, \"bollinger\": 0.001, \"vwap\": 0.0, \"trend_follow\": 0.261, \"mean_reversion\": 0.1}" | applied | auto-fitness (virtual, α=0.25) |
| 09-06 05:00 | L2 | weights | "{\"macd\": 0.248, \"vwap\": 0.0, \"bollinger\": 0.001, \"trend_follow\": 0.209, \"mean_reversion\": 0.177, \"volume_breakout\": 0.364}" | "{\"macd\": 0.25, \"volume_breakout\": 0.383, \"bollinger\": 0.001, \"vwap\": 0.0, \"trend_follow\": 0.233, \"mean_reversion\": 0.133}" | applied | auto-fitness (virtual, α=0.25) |
| 09-01 05:00 | L2 | weights | "{\"macd\": 0.247, \"vwap\": 0.0, \"bollinger\": 0.002, \"trend_follow\": 0.179, \"mean_reversion\": 0.237, \"volume_breakout\": 0.335}" | "{\"macd\": 0.248, \"volume_breakout\": 0.364, \"bollinger\": 0.001, \"vwap\": 0.0, \"trend_follow\": 0.209, \"mean_reversion\": 0.177}" | applied | auto-fitness (virtual, α=0.25) |
| 08-31 05:00 | L2 | weights | "{\"macd\": 0.259, \"vwap\": 0.0, \"bollinger\": 0.002, \"trend_follow\": 0.158, \"mean_reversion\": 0.3, \"volume_breakout\": 0.28}" | "{\"macd\": 0.247, \"volume_breakout\": 0.335, \"bollinger\": 0.002, \"vwap\": 0.0, \"trend_follow\": 0.179, \"mean_reversion\": 0.237}" | applied | auto-fitness (virtual, α=0.25) |
| 08-30 05:21 | L3 | adn | "{\"substrategies\": [\"macd\", \"funding_extreme\", \"volume_breakout\", \"btc_beta\", \"order_flow\", \"bollinger\", \"vwap\", \"trend_follow\"], \"weights\": {\"macd\": 0.3704, \"funding_extreme\": 0.0, \"volume_breakout\": 0.4002, \"btc_beta\": 0.0, \"order_flow\": 0.0, \"bollinger\": 0.0031, \"vwap\": 0.0002, \"trend_follow\": 0.2261}}" | "{\"substrategies\": [\"macd\", \"funding_extreme\", \"volume_breakout\", \"btc_beta\", \"order_flow\", \"bollinger\", \"vwap\", \"trend_follow\", \"mean_reversion\"], \"weights\": {\"macd\": 0.2593, \"funding_extreme\": 0.0, \"volume_breakout\": 0.2801, \"btc_beta\": 0.0, \"order_flow\": 0.0, \"bollinger\": 0.0022, \"vwap\": 0.0001, \"trend_follow\": 0.1583, \"mean_reversion\": 0.3}}" | applied | recombinaison exploitation (donneur ONDO) — OOS +0.903R n=15 eff 2.78 (gate PROMOTE) |
| 08-27 05:00 | L2 | weights | "{\"macd\": 0.385, \"vwap\": 0.0, \"bollinger\": 0.004, \"trend_follow\": 0.189, \"volume_breakout\": 0.422}" | "{\"macd\": 0.37, \"volume_breakout\": 0.4, \"bollinger\": 0.003, \"vwap\": 0.0, \"trend_follow\": 0.226}" | applied | auto-fitness (virtual, α=0.25) |
| 08-26 05:00 | L2 | weights | "{\"macd\": 0.39, \"vwap\": 0.0, \"bollinger\": 0.005, \"trend_follow\": 0.146, \"volume_breakout\": 0.459}" | "{\"macd\": 0.385, \"volume_breakout\": 0.422, \"bollinger\": 0.004, \"vwap\": 0.0, \"trend_follow\": 0.189}" | applied | auto-fitness (virtual, α=0.25) |
| 08-20 05:00 | L2 | weights | "{\"macd\": 0.433, \"vwap\": 0.0, \"bollinger\": 0.007, \"trend_follow\": 0.147, \"volume_breakout\": 0.413}" | "{\"macd\": 0.39, \"volume_breakout\": 0.459, \"bollinger\": 0.005, \"vwap\": 0.0, \"trend_follow\": 0.146}" | applied | auto-fitness (virtual, α=0.25) |